Early warnings indicators of financial crises via auto regressive moving average models (Q2198492): Difference between revisions

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+Sandro Vaienti
@@ Property / author: Sandro Vaienti / rank @@
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+Béreng`ere Dubrulle
@@ Property / author: Béreng`ere Dubrulle / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cnsns.2015.05.002
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+W283136338
@@ Property / OpenAlex ID: W283136338 / rank @@
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@@ Property / Wikidata QID @@
+Q57886151
@@ Property / Wikidata QID: Q57886151 / rank @@
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+Statistical early-warning indicators based on autoregressive moving-average models
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